1005 lines
42 KiB
Python
1005 lines
42 KiB
Python
# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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import ccxt.async_support
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from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp
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import asyncio
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import hashlib
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import json
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from ccxt.base.types import Any, Bool, Int, Order, OrderBook, Position, Str, Strings, Ticker, Tickers, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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from ccxt.base.errors import ExchangeError
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from ccxt.base.errors import AuthenticationError
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from ccxt.base.errors import ArgumentsRequired
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from ccxt.base.errors import NetworkError
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class apex(ccxt.async_support.apex):
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def describe(self) -> Any:
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return self.deep_extend(super(apex, self).describe(), {
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'has': {
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'ws': True,
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'watchTicker': True,
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'watchTickers': True,
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'watchOrderBook': True,
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'watchOrders': True,
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'watchTrades': True,
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'watchTradesForSymbols': False,
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'watchPositions': True,
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'watchMyTrades': True,
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'watchBalance': False,
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'watchOHLCV': True,
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},
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'urls': {
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'logo': 'https://omni.apex.exchange/assets/logo_content-CY9uyFbz.svg',
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'api': {
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'ws': {
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'public': 'wss://quote.omni.apex.exchange/realtime_public?v=2',
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'private': 'wss://quote.omni.apex.exchange/realtime_private?v=2',
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},
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},
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'test': {
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'ws': {
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'public': 'wss://qa-quote.omni.apex.exchange/realtime_public?v=2',
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'private': 'wss://qa-quote.omni.apex.exchange/realtime_private?v=2',
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},
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},
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'www': 'https://apex.exchange/',
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'doc': 'https://api-docs.pro.apex.exchange',
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'fees': 'https://apex-pro.gitbook.io/apex-pro/apex-omni-live-now/trading-perpetual-contracts/trading-fees',
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'referral': 'https://omni.apex.exchange/trade',
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},
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'options': {},
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'streaming': {
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'ping': self.ping,
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'keepAlive': 18000,
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},
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})
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async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
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"""
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watches information on multiple trades made in a market
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https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
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:param str symbol: unified market symbol of the market trades were made in
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:param int [since]: the earliest time in ms to fetch trades for
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:param int [limit]: the maximum number of trade structures to retrieve
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
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"""
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return await self.watch_trades_for_symbols([symbol], since, limit, params)
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async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
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"""
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get the list of most recent trades for a list of symbols
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https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
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:param str[] symbols: unified symbol of the market to fetch trades for
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:param int [since]: timestamp in ms of the earliest trade to fetch
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:param int [limit]: the maximum amount of trades to fetch
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
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"""
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await self.load_markets()
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symbols = self.market_symbols(symbols)
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symbolsLength = len(symbols)
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if symbolsLength == 0:
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raise ArgumentsRequired(self.id + ' watchTradesForSymbols() requires a non-empty array of symbols')
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timeStamp = str(self.milliseconds())
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url = self.urls['api']['ws']['public'] + '×tamp=' + timeStamp
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topics = []
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messageHashes = []
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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market = self.market(symbol)
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topic = 'recentlyTrade.H.' + market['id2']
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topics.append(topic)
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messageHash = 'trade:' + symbol
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messageHashes.append(messageHash)
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trades = await self.watch_topics(url, messageHashes, topics, params)
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if self.newUpdates:
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first = self.safe_value(trades, 0)
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tradeSymbol = self.safe_string(first, 'symbol')
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limit = trades.getLimit(tradeSymbol, limit)
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return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
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def handle_trades(self, client: Client, message):
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#
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# {
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# "topic": "recentlyTrade.H.BTCUSDT",
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# "type": "snapshot",
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# "ts": 1672304486868,
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# "data": [
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# {
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# "T": 1672304486865,
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# "s": "BTCUSDT",
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# "S": "Buy",
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# "v": "0.001",
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# "p": "16578.50",
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# "L": "PlusTick",
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# "i": "20f43950-d8dd-5b31-9112-a178eb6023ef",
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# "BT": False
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# },
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# # sorted by newest first
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# ]
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# }
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#
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data = self.safe_value(message, 'data', {})
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topic = self.safe_string(message, 'topic')
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trades = data
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parts = topic.split('.')
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marketId = self.safe_string(parts, 2)
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market = self.safe_market(marketId, None, None)
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symbol = market['symbol']
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stored = self.safe_value(self.trades, symbol)
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if stored is None:
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limit = self.safe_integer(self.options, 'tradesLimit', 1000)
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stored = ArrayCache(limit)
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self.trades[symbol] = stored
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length = len(trades)
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for j in range(0, length):
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index = length - j - 1
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parsed = self.parse_ws_trade(trades[index], market)
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stored.append(parsed)
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messageHash = 'trade' + ':' + symbol
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client.resolve(stored, messageHash)
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def parse_ws_trade(self, trade, market=None):
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#
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# public
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# {
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# "T": 1672304486865,
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# "s": "BTCUSDT",
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# "S": "Buy",
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# "v": "0.001",
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# "p": "16578.50",
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# "L": "PlusTick",
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# "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
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# "BT": False
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# }
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#
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id = self.safe_string_n(trade, ['i', 'id', 'v'])
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marketId = self.safe_string_n(trade, ['s', 'symbol'])
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market = self.safe_market(marketId, market, None)
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symbol = market['symbol']
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timestamp = self.safe_integer_n(trade, ['t', 'T', 'createdAt'])
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side = self.safe_string_lower_n(trade, ['S', 'side'])
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price = self.safe_string_n(trade, ['p', 'price'])
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amount = self.safe_string_n(trade, ['q', 'v', 'size'])
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return self.safe_trade({
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'id': id,
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'info': trade,
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'symbol': symbol,
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'order': None,
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'type': None,
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'side': side,
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'takerOrMaker': None,
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'price': price,
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'amount': amount,
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'cost': None,
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'fee': None,
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}, market)
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async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
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"""
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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
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:param str symbol: unified symbol of the market to fetch the order book for
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:param int [limit]: the maximum amount of order book entries to return.
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
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"""
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return await self.watch_order_book_for_symbols([symbol], limit, params)
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async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
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"""
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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
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:param str[] symbols: unified array of symbols
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:param int [limit]: the maximum amount of order book entries to return.
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
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"""
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await self.load_markets()
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symbolsLength = len(symbols)
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if symbolsLength == 0:
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raise ArgumentsRequired(self.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols')
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symbols = self.market_symbols(symbols)
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timeStamp = str(self.milliseconds())
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url = self.urls['api']['ws']['public'] + '×tamp=' + timeStamp
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topics = []
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messageHashes = []
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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market = self.market(symbol)
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if limit is None:
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limit = 25
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topic = 'orderBook' + str(limit) + '.H.' + market['id2']
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topics.append(topic)
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messageHash = 'orderbook:' + symbol
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messageHashes.append(messageHash)
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orderbook = await self.watch_topics(url, messageHashes, topics, params)
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return orderbook.limit()
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async def watch_topics(self, url, messageHashes, topics, params={}):
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request: dict = {
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'op': 'subscribe',
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'args': topics,
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}
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message = self.extend(request, params)
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return await self.watch_multiple(url, messageHashes, message, messageHashes)
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def handle_order_book(self, client: Client, message):
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#
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# {
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# "topic": "orderbook25.H.BTCUSDT",
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# "type": "snapshot",
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# "ts": 1672304484978,
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# "data": {
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# "s": "BTCUSDT",
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# "b": [
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# ...,
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# [
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# "16493.50",
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# "0.006"
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# ],
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# [
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# "16493.00",
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# "0.100"
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# ]
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# ],
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# "a": [
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# [
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# "16611.00",
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# "0.029"
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# ],
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# [
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# "16612.00",
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# "0.213"
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# ],
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# ],
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# "u": 18521288,
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# "seq": 7961638724
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# }
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# }
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#
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type = self.safe_string(message, 'type')
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isSnapshot = (type == 'snapshot')
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data = self.safe_dict(message, 'data', {})
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marketId = self.safe_string(data, 's')
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market = self.safe_market(marketId, None, None)
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symbol = market['symbol']
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timestamp = self.safe_integer_product(message, 'ts', 0.001)
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if not (symbol in self.orderbooks):
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self.orderbooks[symbol] = self.order_book()
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orderbook = self.orderbooks[symbol]
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if isSnapshot:
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snapshot = self.parse_order_book(data, symbol, timestamp, 'b', 'a')
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orderbook.reset(snapshot)
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else:
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asks = self.safe_list(data, 'a', [])
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bids = self.safe_list(data, 'b', [])
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self.handle_deltas(orderbook['asks'], asks)
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self.handle_deltas(orderbook['bids'], bids)
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orderbook['timestamp'] = timestamp
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orderbook['datetime'] = self.iso8601(timestamp)
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messageHash = 'orderbook' + ':' + symbol
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self.orderbooks[symbol] = orderbook
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client.resolve(orderbook, messageHash)
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def handle_delta(self, bookside, delta):
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bidAsk = self.parse_bid_ask(delta, 0, 1)
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bookside.storeArray(bidAsk)
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def handle_deltas(self, bookside, deltas):
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for i in range(0, len(deltas)):
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self.handle_delta(bookside, deltas[i])
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async def watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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timeStamp = str(self.milliseconds())
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url = self.urls['api']['ws']['public'] + '×tamp=' + timeStamp
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messageHash = 'ticker:' + symbol
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topic = 'instrumentInfo' + '.H.' + market['id2']
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topics = [topic]
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return await self.watch_topics(url, [messageHash], topics, params)
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async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
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:param str[] symbols: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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symbols = self.market_symbols(symbols, None, False)
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messageHashes = []
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timeStamp = str(self.milliseconds())
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url = self.urls['api']['ws']['public'] + '×tamp=' + timeStamp
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topics = []
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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market = self.market(symbol)
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topic = 'instrumentInfo' + '.H.' + market['id2']
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topics.append(topic)
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messageHash = 'ticker:' + symbol
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messageHashes.append(messageHash)
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ticker = await self.watch_topics(url, messageHashes, topics, params)
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if self.newUpdates:
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result: dict = {}
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result[ticker['symbol']] = ticker
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return result
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return self.filter_by_array(self.tickers, 'symbol', symbols)
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def handle_ticker(self, client: Client, message):
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# "topic":"instrumentInfo.H.BTCUSDT",
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# "type":"snapshot",
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# "data":{
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# "symbol":"BTCUSDT",
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# "lastPrice":"21572.5",
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# "price24hPcnt":"-0.0194318181818182",
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# "highPrice24h":"25306.5",
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# "lowPrice24h":"17001.5",
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# "turnover24h":"1334891.4545",
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# "volume24h":"64.896",
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# "nextFundingTime":"2022-08-26T08:00:00Z",
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# "oraclePrice":"21412.060000000002752512",
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# "indexPrice":"21409.82",
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# "openInterest":"49.598",
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# "tradeCount":"0",
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# "fundingRate":"0.0000125",
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# "predictedFundingRate":"0.0000125"
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# },
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# "cs":44939063,
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# "ts":1661500091955487
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# }
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topic = self.safe_string(message, 'topic', '')
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updateType = self.safe_string(message, 'type', '')
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data = self.safe_dict(message, 'data', {})
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symbol = None
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parsed = None
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if (updateType == 'snapshot'):
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parsed = self.parse_ticker(data)
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symbol = parsed['symbol']
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elif updateType == 'delta':
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topicParts = topic.split('.')
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topicLength = len(topicParts)
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marketId = self.safe_string(topicParts, topicLength - 1)
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market = self.safe_market(marketId, None, None)
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symbol = market['symbol']
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ticker = self.safe_dict(self.tickers, symbol, {})
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rawTicker = self.safe_dict(ticker, 'info', {})
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merged = self.extend(rawTicker, data)
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parsed = self.parse_ticker(merged)
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timestamp = self.safe_integer_product(message, 'ts', 0.001)
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parsed['timestamp'] = timestamp
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parsed['datetime'] = self.iso8601(timestamp)
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self.tickers[symbol] = parsed
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messageHash = 'ticker:' + symbol
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client.resolve(self.tickers[symbol], messageHash)
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async def watch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
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"""
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watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
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:param str symbol: unified symbol of the market to fetch OHLCV data for
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:param str timeframe: the length of time each candle represents
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:param int [since]: timestamp in ms of the earliest candle to fetch
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:param int [limit]: the maximum amount of candles to fetch
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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params['callerMethodName'] = 'watchOHLCV'
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result = await self.watch_ohlcv_for_symbols([[symbol, timeframe]], since, limit, params)
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return result[symbol][timeframe]
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async def watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], since: Int = None, limit: Int = None, params={}):
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"""
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watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
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:param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
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:param int [since]: timestamp in ms of the earliest candle to fetch
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:param int [limit]: the maximum amount of candles to fetch
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A list of candles ordered, open, high, low, close, volume
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"""
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await self.load_markets()
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timeStamp = str(self.milliseconds())
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url = self.urls['api']['ws']['public'] + '×tamp=' + timeStamp
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rawHashes = []
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messageHashes = []
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for i in range(0, len(symbolsAndTimeframes)):
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data = symbolsAndTimeframes[i]
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symbolString = self.safe_string(data, 0)
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market = self.market(symbolString)
|
|
symbolString = market['id2']
|
|
unfiedTimeframe = self.safe_string(data, 1, '1')
|
|
timeframeId = self.safe_string(self.timeframes, unfiedTimeframe, unfiedTimeframe)
|
|
rawHashes.append('candle.' + timeframeId + '.' + symbolString)
|
|
messageHashes.append('ohlcv::' + symbolString + '::' + unfiedTimeframe)
|
|
symbol, timeframe, stored = await self.watch_topics(url, messageHashes, rawHashes, params)
|
|
if self.newUpdates:
|
|
limit = stored.getLimit(symbol, limit)
|
|
filtered = self.filter_by_since_limit(stored, since, limit, 0, True)
|
|
return self.create_ohlcv_object(symbol, timeframe, filtered)
|
|
|
|
def handle_ohlcv(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "topic": "candle.5.BTCUSDT",
|
|
# "data": [
|
|
# {
|
|
# "start": 1672324800000,
|
|
# "end": 1672325099999,
|
|
# "interval": "5",
|
|
# "open": "16649.5",
|
|
# "close": "16677",
|
|
# "high": "16677",
|
|
# "low": "16608",
|
|
# "volume": "2.081",
|
|
# "turnover": "34666.4005",
|
|
# "confirm": False,
|
|
# "timestamp": 1672324988882
|
|
# }
|
|
# ],
|
|
# "ts": 1672324988882,
|
|
# "type": "snapshot"
|
|
# }
|
|
#
|
|
data = self.safe_value(message, 'data', {})
|
|
topic = self.safe_string(message, 'topic')
|
|
topicParts = topic.split('.')
|
|
topicLength = len(topicParts)
|
|
timeframeId = self.safe_string(topicParts, 1)
|
|
timeframe = self.find_timeframe(timeframeId)
|
|
marketId = self.safe_string(topicParts, topicLength - 1)
|
|
isSpot = client.url.find('spot') > -1
|
|
marketType = 'spot' if isSpot else 'contract'
|
|
market = self.safe_market(marketId, None, None, marketType)
|
|
symbol = market['symbol']
|
|
ohlcvsByTimeframe = self.safe_value(self.ohlcvs, symbol)
|
|
if ohlcvsByTimeframe is None:
|
|
self.ohlcvs[symbol] = {}
|
|
if self.safe_value(ohlcvsByTimeframe, timeframe) is None:
|
|
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
|
self.ohlcvs[symbol][timeframe] = ArrayCacheByTimestamp(limit)
|
|
stored = self.ohlcvs[symbol][timeframe]
|
|
for i in range(0, len(data)):
|
|
parsed = self.parse_ws_ohlcv(data[i])
|
|
stored.append(parsed)
|
|
messageHash = 'ohlcv::' + symbol + '::' + timeframe
|
|
resolveData = [symbol, timeframe, stored]
|
|
client.resolve(resolveData, messageHash)
|
|
|
|
def parse_ws_ohlcv(self, ohlcv, market=None) -> list:
|
|
#
|
|
# {
|
|
# "start": 1670363160000,
|
|
# "end": 1670363219999,
|
|
# "interval": "1",
|
|
# "open": "16987.5",
|
|
# "close": "16987.5",
|
|
# "high": "16988",
|
|
# "low": "16987.5",
|
|
# "volume": "23.511",
|
|
# "turnover": "399396.344",
|
|
# "confirm": False,
|
|
# "timestamp": 1670363219614
|
|
# }
|
|
#
|
|
return [
|
|
self.safe_integer(ohlcv, 'start'),
|
|
self.safe_number(ohlcv, 'open'),
|
|
self.safe_number(ohlcv, 'high'),
|
|
self.safe_number(ohlcv, 'low'),
|
|
self.safe_number(ohlcv, 'close'),
|
|
self.safe_number_2(ohlcv, 'volume', 'turnover'),
|
|
]
|
|
|
|
async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
"""
|
|
watches information on multiple trades made by the user
|
|
|
|
https://api-docs.pro.apex.exchange/#private-websocket
|
|
|
|
:param str symbol: unified market symbol of the market orders were made in
|
|
:param int [since]: the earliest time in ms to fetch orders for
|
|
:param int [limit]: the maximum number of order structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param boolean [params.unifiedMargin]: use unified margin account
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
messageHash = 'myTrades'
|
|
await self.load_markets()
|
|
if symbol is not None:
|
|
symbol = self.symbol(symbol)
|
|
messageHash += ':' + symbol
|
|
timeStamp = str(self.milliseconds())
|
|
url = self.urls['api']['ws']['private'] + '×tamp=' + timeStamp
|
|
await self.authenticate(url)
|
|
trades = await self.watch_topics(url, [messageHash], ['myTrades'], params)
|
|
if self.newUpdates:
|
|
limit = trades.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
|
|
|
|
async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
|
|
"""
|
|
|
|
https://api-docs.pro.apex.exchange/#private-websocket
|
|
|
|
watch all open positions
|
|
:param str[] [symbols]: list of unified market symbols
|
|
:param int [since]: the earliest time in ms to fetch positions for
|
|
:param int [limit]: the maximum number of positions to retrieve
|
|
:param dict params: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
messageHash = ''
|
|
if not self.is_empty(symbols):
|
|
symbols = self.market_symbols(symbols)
|
|
messageHash = '::' + ','.join(symbols)
|
|
timeStamp = str(self.milliseconds())
|
|
url = self.urls['api']['ws']['private'] + '×tamp=' + timeStamp
|
|
messageHash = 'positions' + messageHash
|
|
client = self.client(url)
|
|
await self.authenticate(url)
|
|
self.set_positions_cache(client, symbols)
|
|
cache = self.positions
|
|
if cache is None:
|
|
snapshot = await client.future('fetchPositionsSnapshot')
|
|
return self.filter_by_symbols_since_limit(snapshot, symbols, since, limit, True)
|
|
topics = ['positions']
|
|
newPositions = await self.watch_topics(url, [messageHash], topics, params)
|
|
if self.newUpdates:
|
|
return newPositions
|
|
return self.filter_by_symbols_since_limit(cache, symbols, since, limit, True)
|
|
|
|
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
"""
|
|
watches information on multiple orders made by the user
|
|
|
|
https://api-docs.pro.apex.exchange/#private-websocket
|
|
|
|
:param str symbol: unified market symbol of the market orders were made in
|
|
:param int [since]: the earliest time in ms to fetch orders for
|
|
:param int [limit]: the maximum number of order structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
messageHash = 'orders'
|
|
if symbol is not None:
|
|
symbol = self.symbol(symbol)
|
|
messageHash += ':' + symbol
|
|
timeStamp = str(self.milliseconds())
|
|
url = self.urls['api']['ws']['private'] + '×tamp=' + timeStamp
|
|
await self.authenticate(url)
|
|
topics = ['orders']
|
|
orders = await self.watch_topics(url, [messageHash], topics, params)
|
|
if self.newUpdates:
|
|
limit = orders.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
|
|
|
|
def handle_my_trades(self, client: Client, lists):
|
|
# [
|
|
# {
|
|
# "symbol":"ETH-USDT",
|
|
# "side":"BUY",
|
|
# "orderId":"2048046080",
|
|
# "fee":"0.625000",
|
|
# "liquidity":"TAKER",
|
|
# "accountId":"1024000",
|
|
# "createdAt":1652185521361,
|
|
# "isOpen":true,
|
|
# "size":"0.500",
|
|
# "price":"2500.0",
|
|
# "quoteAmount":"1250.0000",
|
|
# "id":"2048000182272",
|
|
# "updatedAt":1652185678345
|
|
# }
|
|
# ]
|
|
if self.myTrades is None:
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
self.myTrades = ArrayCacheBySymbolById(limit)
|
|
trades = self.myTrades
|
|
symbols: dict = {}
|
|
for i in range(0, len(lists)):
|
|
rawTrade = lists[i]
|
|
parsed = None
|
|
parsed = self.parse_ws_trade(rawTrade)
|
|
symbol = parsed['symbol']
|
|
symbols[symbol] = True
|
|
trades.append(parsed)
|
|
keys = list(symbols.keys())
|
|
for i in range(0, len(keys)):
|
|
currentMessageHash = 'myTrades:' + keys[i]
|
|
client.resolve(trades, currentMessageHash)
|
|
# non-symbol specific
|
|
messageHash = 'myTrades'
|
|
client.resolve(trades, messageHash)
|
|
|
|
def handle_order(self, client: Client, lists):
|
|
# [
|
|
# {
|
|
# "symbol":"ETH-USDT",
|
|
# "cumSuccessFillFee":"0.625000",
|
|
# "trailingPercent":"0",
|
|
# "type":"LIMIT",
|
|
# "unfillableAt":1654779600000,
|
|
# "isDeleverage":false,
|
|
# "createdAt":1652185521339,
|
|
# "price":"2500.0",
|
|
# "cumSuccessFillValue":"0",
|
|
# "id":"2048046080",
|
|
# "cancelReason":"",
|
|
# "timeInForce":1,
|
|
# "updatedAt":1652185521392,
|
|
# "limitFee":"0.625000",
|
|
# "side":"BUY",
|
|
# "clientOrderId":"522843990",
|
|
# "triggerPrice":"",
|
|
# "expiresAt":1654779600000,
|
|
# "cumSuccessFillSize":"0",
|
|
# "accountId":"1024000",
|
|
# "size":"0.500",
|
|
# "reduceOnly":false,
|
|
# "isLiquidate":false,
|
|
# "remainingSize":"0.000",
|
|
# "status":"PENDING"
|
|
# }
|
|
# ]
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCacheBySymbolById(limit)
|
|
orders = self.orders
|
|
symbols: dict = {}
|
|
for i in range(0, len(lists)):
|
|
parsed = None
|
|
parsed = self.parse_order(lists[i])
|
|
symbol = parsed['symbol']
|
|
symbols[symbol] = True
|
|
orders.append(parsed)
|
|
symbolsArray = list(symbols.keys())
|
|
for i in range(0, len(symbolsArray)):
|
|
currentMessageHash = 'orders:' + symbolsArray[i]
|
|
client.resolve(orders, currentMessageHash)
|
|
messageHash = 'orders'
|
|
client.resolve(orders, messageHash)
|
|
|
|
def set_positions_cache(self, client: Client, symbols: Strings = None):
|
|
if self.positions is not None:
|
|
return
|
|
messageHash = 'fetchPositionsSnapshot'
|
|
if not (messageHash in client.futures):
|
|
client.future(messageHash)
|
|
self.spawn(self.load_positions_snapshot, client, messageHash)
|
|
|
|
async def load_positions_snapshot(self, client, messageHash):
|
|
# one ws channel gives positions for all types, for snapshot must load all positions
|
|
fetchFunctions = [
|
|
self.fetch_positions(None),
|
|
]
|
|
promises = await asyncio.gather(*fetchFunctions)
|
|
self.positions = ArrayCacheBySymbolBySide()
|
|
cache = self.positions
|
|
for i in range(0, len(promises)):
|
|
positions = promises[i]
|
|
for ii in range(0, len(positions)):
|
|
position = positions[ii]
|
|
cache.append(position)
|
|
# don't remove the future from the .futures cache
|
|
future = client.futures[messageHash]
|
|
future.resolve(cache)
|
|
client.resolve(cache, 'positions')
|
|
|
|
def handle_positions(self, client, lists):
|
|
#
|
|
# [
|
|
# {
|
|
# "symbol":"ETH-USDT",
|
|
# "exitPrice":"0",
|
|
# "side":"LONG",
|
|
# "maxSize":"2820.000",
|
|
# "sumOpen":"1.820",
|
|
# "sumClose":"0.000",
|
|
# "netFunding":"0.000000",
|
|
# "entryPrice":"2500.000000000000000000",
|
|
# "accountId":"1024000",
|
|
# "createdAt":1652179377769,
|
|
# "size":"1.820",
|
|
# "realizedPnl":"0",
|
|
# "closedAt":1652185521392,
|
|
# "updatedAt":1652185521392
|
|
# }
|
|
# ]
|
|
#
|
|
# each account is connected to a different endpoint
|
|
# and has exactly one subscriptionhash which is the account type
|
|
if self.positions is None:
|
|
self.positions = ArrayCacheBySymbolBySide()
|
|
cache = self.positions
|
|
newPositions = []
|
|
for i in range(0, len(lists)):
|
|
rawPosition = lists[i]
|
|
position = self.parse_position(rawPosition)
|
|
side = self.safe_string(position, 'side')
|
|
# hacky solution to handle closing positions
|
|
# without crashing, we should handle self properly later
|
|
newPositions.append(position)
|
|
if side is None or side == '':
|
|
# closing update, adding both sides to "reset" both sides
|
|
# since we don't know which side is being closed
|
|
position['side'] = 'long'
|
|
cache.append(position)
|
|
position['side'] = 'short'
|
|
cache.append(position)
|
|
position['side'] = None
|
|
else:
|
|
# regular update
|
|
cache.append(position)
|
|
messageHashes = self.find_message_hashes(client, 'positions::')
|
|
for i in range(0, len(messageHashes)):
|
|
messageHash = messageHashes[i]
|
|
parts = messageHash.split('::')
|
|
symbolsString = parts[1]
|
|
symbols = symbolsString.split(',')
|
|
positions = self.filter_by_array(newPositions, 'symbol', symbols, False)
|
|
if not self.is_empty(positions):
|
|
client.resolve(positions, messageHash)
|
|
client.resolve(newPositions, 'positions')
|
|
|
|
async def authenticate(self, url, params={}):
|
|
self.check_required_credentials()
|
|
timestamp = str(self.milliseconds())
|
|
request_path = '/ws/accounts'
|
|
http_method = 'GET'
|
|
messageString = (timestamp + http_method + request_path)
|
|
signature = self.hmac(self.encode(messageString), self.encode(self.string_to_base64(self.secret)), hashlib.sha256, 'base64')
|
|
messageHash = 'authenticated'
|
|
client = self.client(url)
|
|
future = client.reusableFuture(messageHash)
|
|
authenticated = self.safe_value(client.subscriptions, messageHash)
|
|
if authenticated is None:
|
|
# auth sign
|
|
request = {
|
|
'type': 'login',
|
|
'topics': ['ws_zk_accounts_v3'],
|
|
'httpMethod': http_method,
|
|
'requestPath': request_path,
|
|
'apiKey': self.apiKey,
|
|
'passphrase': self.password,
|
|
'timestamp': timestamp,
|
|
'signature': signature,
|
|
}
|
|
message = {
|
|
'op': 'login',
|
|
'args': [json.dumps(request)],
|
|
}
|
|
self.watch(url, messageHash, message, messageHash)
|
|
return await future
|
|
|
|
def handle_error_message(self, client: Client, message) -> Bool:
|
|
#
|
|
# {
|
|
# "success": False,
|
|
# "ret_msg": "error:invalid op",
|
|
# "conn_id": "5e079fdd-9c7f-404d-9dbf-969d650838b5",
|
|
# "request": {op: '', args: null}
|
|
# }
|
|
#
|
|
# auth error
|
|
#
|
|
# {
|
|
# "success": False,
|
|
# "ret_msg": "error:USVC1111",
|
|
# "conn_id": "e73770fb-a0dc-45bd-8028-140e20958090",
|
|
# "request": {
|
|
# "op": "auth",
|
|
# "args": [
|
|
# "9rFT6uR4uz9Imkw4Wx",
|
|
# "1653405853543",
|
|
# "542e71bd85597b4db0290f0ce2d13ed1fd4bb5df3188716c1e9cc69a879f7889"
|
|
# ]
|
|
# }
|
|
#
|
|
# {code: '-10009', desc: "Invalid period!"}
|
|
#
|
|
# {
|
|
# "reqId":"1",
|
|
# "retCode":170131,
|
|
# "retMsg":"Insufficient balance.",
|
|
# "op":"order.create",
|
|
# "data":{
|
|
#
|
|
# },
|
|
# "header":{
|
|
# "X-Bapi-Limit":"20",
|
|
# "X-Bapi-Limit-Status":"19",
|
|
# "X-Bapi-Limit-Reset-Timestamp":"1714236608944",
|
|
# "Traceid":"3d7168a137bf32a947b7e5e6a575ac7f",
|
|
# "Timenow":"1714236608946"
|
|
# },
|
|
# "connId":"cojifin88smerbj9t560-406"
|
|
# }
|
|
#
|
|
code = self.safe_string_n(message, ['code', 'ret_code', 'retCode'])
|
|
try:
|
|
if code is not None and code != '0':
|
|
feedback = self.id + ' ' + self.json(message)
|
|
self.throw_exactly_matched_exception(self.exceptions['exact'], code, feedback)
|
|
msg = self.safe_string_2(message, 'retMsg', 'ret_msg')
|
|
self.throw_broadly_matched_exception(self.exceptions['broad'], msg, feedback)
|
|
raise ExchangeError(feedback)
|
|
success = self.safe_value(message, 'success')
|
|
if success is not None and not success:
|
|
ret_msg = self.safe_string(message, 'ret_msg')
|
|
request = self.safe_value(message, 'request', {})
|
|
op = self.safe_string(request, 'op')
|
|
if op == 'auth':
|
|
raise AuthenticationError('Authentication failed: ' + ret_msg)
|
|
else:
|
|
raise ExchangeError(self.id + ' ' + ret_msg)
|
|
return False
|
|
except Exception as error:
|
|
if isinstance(error, AuthenticationError):
|
|
messageHash = 'authenticated'
|
|
client.reject(error, messageHash)
|
|
if messageHash in client.subscriptions:
|
|
del client.subscriptions[messageHash]
|
|
else:
|
|
messageHash = self.safe_string(message, 'reqId')
|
|
client.reject(error, messageHash)
|
|
return True
|
|
|
|
def handle_message(self, client: Client, message):
|
|
if self.handle_error_message(client, message):
|
|
return
|
|
topic = self.safe_string_2(message, 'topic', 'op', '')
|
|
methods: dict = {
|
|
'ws_zk_accounts_v3': self.handle_account,
|
|
'orderBook': self.handle_order_book,
|
|
'depth': self.handle_order_book,
|
|
'candle': self.handle_ohlcv,
|
|
'kline': self.handle_ohlcv,
|
|
'ticker': self.handle_ticker,
|
|
'instrumentInfo': self.handle_ticker,
|
|
'trade': self.handle_trades,
|
|
'recentlyTrade': self.handle_trades,
|
|
'pong': self.handle_pong,
|
|
'auth': self.handle_authenticate,
|
|
'ping': self.handle_ping,
|
|
}
|
|
exacMethod = self.safe_value(methods, topic)
|
|
if exacMethod is not None:
|
|
exacMethod(client, message)
|
|
return
|
|
keys = list(methods.keys())
|
|
for i in range(0, len(keys)):
|
|
key = keys[i]
|
|
if topic.find(keys[i]) >= 0:
|
|
method = methods[key]
|
|
method(client, message)
|
|
return
|
|
# unified auth acknowledgement
|
|
type = self.safe_string(message, 'type')
|
|
if type == 'AUTH_RESP':
|
|
self.handle_authenticate(client, message)
|
|
|
|
def ping(self, client: Client):
|
|
timeStamp = self.milliseconds()
|
|
client.lastPong = timeStamp
|
|
return {
|
|
'args': [str(timeStamp)],
|
|
'op': 'ping',
|
|
}
|
|
|
|
async def pong(self, client, message):
|
|
#
|
|
# {"op": "ping", "args": ["1761069137485"]}
|
|
#
|
|
timeStamp = self.milliseconds()
|
|
try:
|
|
await client.send({'args': [str(timeStamp)], 'op': 'pong'})
|
|
except Exception as e:
|
|
error = NetworkError(self.id + ' handlePing failed with error ' + self.json(e))
|
|
client.reset(error)
|
|
|
|
def handle_pong(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "success": True,
|
|
# "ret_msg": "pong",
|
|
# "conn_id": "db3158a0-8960-44b9-a9de-ac350ee13158",
|
|
# "request": {op: "ping", args: null}
|
|
# }
|
|
#
|
|
# {pong: 1653296711335}
|
|
#
|
|
client.lastPong = self.safe_integer(message, 'pong')
|
|
return message
|
|
|
|
def handle_ping(self, client: Client, message):
|
|
self.spawn(self.pong, client, message)
|
|
|
|
def handle_account(self, client: Client, message):
|
|
contents = self.safe_dict(message, 'contents', {})
|
|
fills = self.safe_list(contents, 'fills', [])
|
|
if fills is not None:
|
|
self.handle_my_trades(client, fills)
|
|
positions = self.safe_list(contents, 'positions', [])
|
|
if positions is not None:
|
|
self.handle_positions(client, positions)
|
|
orders = self.safe_list(contents, 'orders', [])
|
|
if orders is not None:
|
|
self.handle_order(client, orders)
|
|
|
|
def handle_authenticate(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "success": True,
|
|
# "ret_msg": '',
|
|
# "op": "auth",
|
|
# "conn_id": "ce3dpomvha7dha97tvp0-2xh"
|
|
# }
|
|
#
|
|
success = self.safe_value(message, 'success')
|
|
code = self.safe_integer(message, 'retCode')
|
|
messageHash = 'authenticated'
|
|
if success or code == 0:
|
|
future = self.safe_value(client.futures, messageHash)
|
|
future.resolve(True)
|
|
else:
|
|
error = AuthenticationError(self.id + ' ' + self.json(message))
|
|
client.reject(error, messageHash)
|
|
if messageHash in client.subscriptions:
|
|
del client.subscriptions[messageHash]
|
|
return message
|
|
|
|
def handle_subscription_status(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "topic": "kline",
|
|
# "event": "sub",
|
|
# "params": {
|
|
# "symbol": "LTCUSDT",
|
|
# "binary": "false",
|
|
# "klineType": "1m",
|
|
# "symbolName": "LTCUSDT"
|
|
# },
|
|
# "code": "0",
|
|
# "msg": "Success"
|
|
# }
|
|
#
|
|
return message
|